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Another small box expansion for Arkham Horror, the Black Goat of the Woods expansion increases the variety and novelty present in the base game, as well as increasing the difficulty for those who have gotten to the point the base game is getting a bit too easy.
Most of the expansion revolves around two new mechanics and concepts. Certain encounters, or combating certain monsters can Corrupt a character. A few Corruptions have minor benefits, but inevitably they all take their toll on the character. The other major mechanic added is the option to join the "One of the Thousand" Cult, which provides a special set of location encounters for the character that joins the cult.
Of the new mechanics, the Corruptions I found quite interesting. The Cult had the problem that the special encounters were high risk but not so high reward, and generally the player has a choice of joining the Cult... But it will not make sense to do so a vast majority of the time, some higher rewards in the cult encounters to balance the higher risks and penalties would have worked a bit better, in my opinion.
There are many of the, now 'standard', expansion additions in this expansion. There is a new Herald, and the new mythos deck bring quite a few Gate Bursts into the mix. The Herald is effectively a 'mini-Great Old One' that helps bring the Great Old One into the world. In other words, a bunch of constant effects that alter the game to make it more difficult for the player, and make the Great Old One more potent if it wakes up. Gate Bursts are mythos cards that can cause Seals to disappear.
Of the expansions I've played (Curse of the Dark Pharaoh, Dunwich Horror, Kingsport and this), Black Goat of the Woods has personally had the most significant increase in difficulty (barring the one Great Old One which makes all mythos cards gate bursts...), so if you like Arkham Horror and want an expansion and difficulty is your primary motivation, this would probably be my first recommendation.

This expansion adds some aweosme new mechanics to the game, such as cult cards (you can now join a cult in the game! whoopee!) and relationship cards which are placed between players and gives themn a shared benefit. It also comes with even more location cards to add to the variety of the game. It's not the biggest expansion to the game, but it is a valuable one for certain and gives a deeper and more interesting feel to Arkham Horor.